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GAM Systematic Portfolio holdings

AUM $696M
1-Year Est. Return 28.4%
This Fund
S&P 500
This Quarter Est. Return
+7.37%
1 Year Est. Return
+28.4%
3 Year Est. Return
+67.26%
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$424M
AUM Growth
-$53.3M
Cap. Flow
-$73.2M
Cap. Flow %
-17.28%
Top 10 Hldgs %
6.38%
Holding
710
New
99
Increased
159
Reduced
324
Closed
115

Top Buys

Rank Stock Value
1
CNK icon
Cinemark Holdings
CNK
+$1.41M
2
TER icon
Teradyne
TER
+$1.3M
3
FFIV icon
F5
FFIV
+$1.19M
4
LVS icon
Las Vegas Sands
LVS
+$1.19M
5
DE icon
Deere & Co
DE
+$1.18M

Top Sells

Rank Stock Value
1
IM
Ingram Micro
IM
+$3.28M
2
PFE icon
Pfizer
PFE
+$1.65M
3
IDCC icon
InterDigital
IDCC
+$1.55M
4
NYT icon
New York Times
NYT
+$1.5M
5
HII icon
Huntington Ingalls Industries
HII
+$1.43M

Sector Composition

Rank Sector Weight
1 Technology 24.43%
2 Industrials 16.59%
3 Consumer Discretionary 12.99%
4 Financials 12.11%
5 Consumer Staples 10.04%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ALV icon
601
Autoliv
ALV
$8.44B
– –
-310
Closed -$24K
ANSS
602
DELISTED
Ansys
ANSS
– –
-2,365
Closed -$219K
APD icon
603
Air Products & Chemicals
APD
$65.5B
– –
-570
Closed -$79K
EFOR
604
Everforth Inc
EFOR
$805M
– –
-4,991
Closed -$181K
ATO icon
605
Atmos Energy
ATO
$29.7B
– –
-3,698
Closed -$275K
ATR icon
606
AptarGroup
ATR
$8.23B
– –
-623
Closed -$48K
AVNT icon
607
Avient
AVNT
$3.36B
– –
-3,905
Closed -$132K
AVT icon
608
Avnet
AVT
$7.38B
– –
-21,096
Closed -$866K
AWK icon
609
American Water Works
AWK
$26.2B
– –
-6,279
Closed -$470K
BIO icon
610
Bio-Rad Laboratories Class A
BIO
$8.47B
– –
-5,078
Closed -$832K
BKH icon
611
Black Hills Corp
BKH
$5.72B
– –
-2,944
Closed -$180K
CCL icon
612
Carnival Corporation Ltd
CCL
$34.6B
– –
-10,264
Closed -$501K
CMS icon
613
CMS Energy
CMS
$22.9B
– –
-3,232
Closed -$136K
CPB icon
614
Campbell Soup
CPB
$6.38B
– –
-5,854
Closed -$320K
CVS icon
615
CVS Health
CVS
$136B
– –
-128
Closed -$11K
DLTR icon
616
Dollar Tree
DLTR
$22.6B
– –
-4,618
Closed -$364K
DOV icon
617
Dover
DOV
$26.6B
– –
-2,597
Closed -$154K
EFX icon
618
Equifax
EFX
$19.6B
– –
-2,989
Closed -$402K
EL icon
619
Estee Lauder
EL
$28.9B
– –
-2,399
Closed -$212K
ETR icon
620
Entergy
ETR
$54B
– –
-33,800
Closed -$1.3M
EVR icon
621
Evercore
EVR
$13B
– –
-1,051
Closed -$54K
FBIN icon
622
Fortune Brands Innovations
FBIN
$5.94B
– –
-11,468
Closed -$569K
FISV
623
Fiserv Inc
FISV
$26.6B
– –
-1,274
Closed -$63K
FUL icon
624
H.B. Fuller
FUL
$2.96B
– –
-2,688
Closed -$125K
GATX icon
625
GATX Corp
GATX
$6.51B
– –
-5,834
Closed -$260K
23 24
25
26 27

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JPCCM
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NBC
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PAAMCP
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NTC
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GAM Systematic's Q4 2016 Portfolio in Review

As of Q4 2016, GAM Systematic held 710 positions worth $424M, down 11% from $477M the previous quarter. Its ten largest holdings account for 6.4% of the portfolio.

GAM Systematic withdrew a net $73.2M in Q4 2016, closing 115 positions and reducing 324 holdings. Its most notable exit was Ingram Micro, an estimated $3.28M position sold in full.

By sector, the portfolio is most concentrated in Technology at 24% of assets, up from 21% a quarter earlier, followed by Industrials and Consumer Discretionary.

Against the trend, GAM Systematic opened a new position in Teradyne worth $1.39M.

  • GAM Systematic's largest Q4 2016 buy was Teradyne: 54,786 shares worth $1.39M.
  • GAM Systematic added most to Cinemark Holdings in Q4 2016, an estimated $1.41M increase.
  • GAM Systematic's biggest Q4 2016 reduction was Pfizer, cutting an estimated $1.65M.
  • GAM Systematic fully exited Ingram Micro in Q4 2016, selling an estimated $3.28M.
  • GAM Systematic's ten largest holdings make up 6.4% of its $424M portfolio in Q4 2016.
  • GAM Systematic opened 99 new positions and closed 115 in Q4 2016.
  • GAM Systematic's portfolio value fell 11% quarter-over-quarter to $424M.

Based on GAM Systematic's 13F filing for Q4 2016, filed 14 Feb 2017.